Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921597
Last Value
318.65
-0.17 (-0.05%)
As of
CETWeek to Week Change
-0.81%
52 Week Change
23.74%
Year to Date Change
3.61%
Daily Low
318.13
Daily High
318.66
52 Week Low
253.65 — 4 May 2023
52 Week High
338.2799 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
SERVICENOW | US |
BP | GB |
PALO ALTO NETWORKS | US |
NVIDIA Corp. | US |
MasterCard Inc. Cl A | US |
Tokyo Electron Ltd. | JP |
McKesson Corp. | US |
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Low
High
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